+30.3%
BIL vs RY
+677.0%
-646.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | 0.0% |
| 7D | -0.3% | -1.1% | +0.8% | -0.3% |
| 30D | 0.0% | +4.4% | -4.4% | 0.0% |
| 3M | +0.3% | -2.9% | +3.3% | +0.3% |
| 6M | +1.2% | +15.6% | -14.4% | +1.2% |
| YTD | +2.4% | +21.8% | -19.4% | +2.5% |
| 1Y | +3.0% | +42.6% | -39.6% | +3.1% |
| 3Y | +13.1% | +160.9% | -147.8% | +13.4% |
| 5Y | +19.4% | +126.1% | -106.7% | +19.6% |
| 10Y | +25.2% | +371.7% | -346.6% | +25.7% |
| All | +30.3% | +677.0% | -646.7% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling